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The Effects of Asymmetric Volatility and Jumps on the Pricing of VIX Derivatives
response to changes in the VIX. Such asymmetry can be seen, for example...response to shocks or news announcements has been documented by Andersen
URL: https://www.federalreserve.gov/econresdata/feds/2015/files/2015071pap.pdf
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FOMC Meeting Minutes
response to a request from Chairman Eccles that Mr. Sproul discuss what...response to the question whether the Treasury would agree to a downward
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMChistmin19411212.pdf
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FOMC Meeting Minutes
response to demand, and the military program would be larger than now ...response to a request from Chairman McCabe, Mr. Rouse discussed possible
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMChistmin19481115.pdf
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FOMC Executive Committee Meeting Minutes
response to the pressures that were resulting from earlier actions taken...response to a question from Chairman Martin as to how high the rates might
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMChminec119511004.pdf
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Monthly Report--Credit and Liquidity Programs and the Balance Sheet (November 2009)
crisis. The report provides detailed information on the new policy tools...response to the financial cri- sis is included as an appendix to this
URL: https://www.federalreserve.gov/monetarypolicy/files/monthlyclbsreport200911.pdf
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Board Memo - May 30, 2018
BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM Date: May 25, 2018 To: Board of Governors From: Vice Chairman for Supervision Quarles Subject
URL: https://www.federalreserve.gov/aboutthefed/boardmeetings/files/board-memo-20180530.pdf
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Greenbook Part 2
Prefatory Note The attached document represents the most complete and accurate version available based on original copies culled from the files
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC19751021gbpt219751015.pdf
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Revised Temporary Addendum to SR letter 09-4: Dividend Increases and Other Capital Distributions for the 19 Supervisory Capital Assessment Program Bank Holding Companies
response to this request should: - Assume a minimum planning horizon of
URL: https://www.federalreserve.gov/newsevents/pressreleases/files/bcreg20101117b1.pdf
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Wholesale Credit Risk Work Program for the Advanced Approaches Rule
Wholesale Credit Risk Work Program for the Advanced Approaches Rule October 2015 Wholesale IRB Work Program i Contents I. Overview of Wholesale Portfolios
URL: https://www.federalreserve.gov/bankinforeg/basel/files/bcc1502a1.pdf
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Robin Prager Transcript
responses from about 1100 CFO's, more than 500 of whom were from the U.S...responses have led them to be extremely cautious about lending to small
URL: https://www.federalreserve.gov/events/conferences/2010/sbc/downloads/sbc_prager.pdf
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